Math 565C - Stochastic Differential Equations

Tom Kennedy - Spring 2024

Course home page: www.math.arizona.edu/~tgk/565C_s24/index.html

Instructor: Tom Kennedy (Professor, Mathematics)
email: tgk@math.arizona.edu
Office: ENR S318
Phone: I never check the voice-mail on my office phone. Please send me an email instead.

Office hours:
Mondays: 3:30 to 4:30
Wednesdays: 1:30 to 2:30
Fridays: 11:00 to 11:50 in MATH 220
I am usually in my office MWF and you are welcome to stop by anytime.
I will not be there MWF 9:00-10:10 and Wednesdays 3:00 to 4:15.

D2L site: The course has a D2L site, but it will only be used to record grades. All other course content, in particular homework assignements and due dates, will be posted on these web pages.

Texts: See the link "Books"

Prerequisites: See the link "Prequisites"

Homework: Homework is the most important part of the course. The only way to learn mathematics is by doing it. I will give out homework sets approximately every week and a half.

Exams: There will not be any exams.

Homework collaboration: Collaboration on homework is encouraged, provided it is really collaboration and not simply reproduction. To make this more precise, the rule is as follows. You should have worked seriously on the problem before you discuss it with others. You may then talk to each other about the problem, but anything you write down while you are talking should be thrown away or erased at the end of the conversation. In other words it is not fair to take notes while you talk to someone else and then use them to write up the solution. Feel free to ask me for hints on the homework.

Homework grading: Homework should be submitted via gradescope. Homework sets will have a due date. You should turn in the problems you have done by the due date to Gradescope.com. I will accept late problems up to one week after the due date, but they will get a 10% penalty. You should email late problems to me as a pdf. Note that gradescope will close on the due date so you cannot submit late problems there. I will not accept problems more than one week after the due date. I will drop your lowest homework score. (I strongly encourage you to still do all the homework sets.)
Exceptions to this policy will only be made in the case of serious illness.

Grades: The course grade will be basely entirely on the homeworks. The cutoff for an A will be no higher than 90%. For a B no higher than 80%. For a C no higher than 70%.

Incompletes: I will follow the University and Departmental policies on incompletes. The only scenario I can imagine in this course that would lead to an incomplete is if a student has an extended illness.

Course objectives: See the list of course topics.

Expected learning outcomes (I am expected to give some learning outcomes, so here they are. Do not take this seriously.) At the end of the course students should be able to

The rest of these policies are generic UA stuff that is not specific to this course.

Safety on Campus and in the Classroom For a list of emergency procedures for all types of incidents, please visit the website of the Critical Incident Response Team (CIRT)

Nondiscrimination and Anti-harassment Policy The University of Arizona is committed to creating and maintaining an environment free of discrimination. In support of this commitment, the University prohibits discrimination, including harassment and retaliation, based on a protected classification, including race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or genetic information.
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University Policies
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Subject to Change Notice Information contained in the course syllabus, other than the grade and absence policies, may be subject to change with reasonable advance notice, as deemed appropriate by the instructor of this course.